I. Tunali et Jb. Pritchett, COX REGRESSION WITH ALTERNATIVE CONCEPTS OF WAITING TIME - THE NEW-ORLEANS YELLOW-FEVER EPIDEMIC OF 1853, Journal of applied econometrics, 12(1), 1997, pp. 1-25
Event data can often be analysed using different concepts of waiting t
ime. Our application offers three choices: calendar-time, age, and dur
ation of residence in New Orleans. We exploit the semi-parametric feat
ures of Cox regression and estimate parallel specifications in which m
ortality risk is treated as an arbitrary function of one of the three
alternative time measures, while the remaining two enter the hazard pa
rametrically. Comparisons of the parameter estimates with the correspo
nding estimates of the baseline hazards form the crux of a simple spec
ification checking procedure. In our formal treatment we rely on Aalen
's Multiplicative Intensity formulation and tackle complications such
as left-truncation, functional form specification, and choice-based sa
mpling. (C) 1997 by John Wiley & Sons, Ltd.